A deterministic method for solving the sum of linear ratios problem

DOI10.1155/2020/6174352MaRDI QIDQ2004237zbMATH OpenOpenAlexFDO

Authors Zhenping Wang, Yonghong Zhang

Publication date 14 October 2020

Published in Mathematical Problems in Engineering (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1155/2020/6174352

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Fractional programming (90C32)

Review text

Summary: Since the sum of linear ratios problem (SLRP) has many applications in real life, for globally solving it, an efficient branch and bound algorithm is presented in this paper. By utilizing the characteristic of the problem (SLRP), we propose a convex separation technique and a two-part linearization technique, which can be used to generate a sequence of linear programming relaxation of the initial nonconvex programming problem. For improving the convergence speed of this algorithm, a deleting rule is presented. The convergence of this algorithm is established, and some experiments are reported to show the feasibility and efficiency of the proposed algorithm.

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Cited in

(2)

• A new linearizing method for sum of linear ratios problem with coefficients
• Branch-relaxation-bound algorithm for minimizing a class of sum of affine ratios programming problems

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